-45.0%
CMCSA vs PEGA
-47.9%
+2.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | +3.8% | +9.6% | -5.8% | +2.6% |
| 3M | +12.3% | +2.3% | +10.0% | +11.5% |
| 6M | -15.4% | -23.9% | +8.5% | -13.4% |
| YTD | -2.5% | -39.8% | +37.3% | +2.3% |
| 1Y | -13.4% | -37.4% | +24.0% | -9.9% |
| 3Y | -30.4% | +53.1% | -83.5% | -38.9% |
| 5Y | -45.0% | -47.2% | +2.2% | -42.2% |
| All | -45.0% | -47.9% | +2.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling